Methods of mathematical finance/
Ioannis Karatzas, Steven E. Shreve.
- New York: Springer, c1998.
- xv, 407 p.; 25 cm.
- Applications of mathematics; 39. .
Includes bibliographical references ([371]-402) and index.
0387948392 (alk. paper)
98014284
Business mathematics. Finance---Mathematical models. Brownian motion processes. Contingent valuation.-